+19.2%
IWM vs MPWR
+117.3%
-98.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -10.3% | +5.7% | -2.0% |
| 7D | -4.6% | -5.6% | +1.0% | -3.4% |
| 30D | -3.7% | -23.2% | +19.5% | +2.5% |
| 3M | -9.4% | -15.8% | +6.4% | -6.2% |
| 6M | -3.6% | -28.5% | +24.9% | +2.5% |
| YTD | +10.8% | +25.5% | -14.6% | +0.5% |
| 1Y | +11.9% | +13.9% | -2.0% | +4.0% |
| 3Y | +60.6% | +134.6% | -74.0% | +12.6% |
| 5Y | +19.2% | +114.8% | -95.6% | -21.9% |
| All | +19.2% | +117.3% | -98.1% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MPWR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling